Taking Chinese A-share listed companies in Shanghai and Shenzhen Stock Market from 2007 to 2020 as samples, this paper systematically investigates the strategic differences on stock price synchronicity. The results show that the stock price synchronicity of a company decreases significantly with the increase of the strategy difference of the company, and this conclusion is still valid after a series of robustness tests and consideration of endogeneity. The results of the influence mechanism test show that the increase of corporate strategy differences intensifies the degree of information asymmetry, thus hindering the external transmission of corporate information and ultimately leading to a significant decline in the synchronicity of stock prices, which is consistent with the “irrational behavior” view of stock price synchronicity from the perspective of information transparency. Further research shows that, the uncertainty of external environment will play a positive moderating role in the negative correlation between strategy differences and the synchronization of corporate stock prices.